+66.2%
PL vs IDXX
-9.6%
+75.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -9.2% | -5.7% | -3.5% | -6.2% |
| 30D | -32.9% | -11.5% | -21.3% | -28.3% |
| 3M | -51.9% | -9.5% | -42.3% | -50.0% |
| 6M | -35.3% | -16.0% | -19.4% | -30.5% |
| YTD | -16.6% | -25.4% | +8.8% | -3.6% |
| 1Y | +70.1% | -21.8% | +91.9% | +88.4% |
| 3Y | +479.2% | +7.0% | +472.2% | +395.6% |
| 5Y | +65.9% | -26.0% | +91.9% | +57.0% |
| All | +66.2% | -9.6% | +75.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling